SMA 305 Complex Analysis (KU) PDF
SMA 305 Complex Analysis (KU) PDF
SMA 305 Complex Analysis (KU) PDF
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KENYATTA UNIVERSITY
SMA 305
COMPLEX ANALYSIS I
BY
DR. D. SENGOTTAIYAN
DEPARTMENT OF MATHEMATICS
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PREFACE
This module is designed primarily to provide the readers with the best
preparation possible for the Complex Analysis I (SMA 305 Complex
Analysis I). In its present form this module has developed from the courses
given by the author over the last thirty two years in various universities to
the audience of Mathematicians, Physicists and Engineers in the university
of Madras, Kenyatta University, University of Nairobi and Jomo Kenyatta
University of Agriculture and Technology.
This module, Complex Analysis I is compiled from the Author’s First course
in Complex Variables, Oxford Publications, London and Nairobi. Most of
the theory and problems are freely taken from the Author’s Book for which
the author has sole Copyright.
SENGOTTAIYAN
Kenyatta University
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CONTENTS
1.1 Introduction 6
1.2 Objectives of the Lesson
1.3 Definition of a Complex Number
1.4 Arithmetic Operations of Complex Numbers
1.5 Conjugate of a Complex Number
1.6 Division of Complex Numbers
1.7 Geometric Representation of Complex Numbers
1.8 Polar form of Complex Numbers
1.9 Euler’s Representation of (cos + i sin )
1.10 Vector Representation of Complex Numbers
Exercise
Summary
Further Reading
2.1 Introduction 16
2.2 Objectives of the Lesson
2.3 Euler’s Representation of e
2.4 Demoivre’s Theorem
2.5 The Fundamental Theorem of Algebra for real or complex numbers
2.6 The zeros of a polynomial with real coefficients always occur in
conjugate pairs.
Exercise
Summary
Further Reading
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4.1 Introduction 28
4.2 Objectives of the Lesson
4.3 Derivative of a function of Complex Variables
4.4 Analytic Function.
4.5 Analytic Function in a region R.
4.6 Entire Functions
4.7 Differentiation of Functions of Complex Variables
4.8 Cauchy - Reimann Equations of an Analytic function
4.9 Finding the Analytic function f(z) = u + iv when u or v is given.
Exercise
Summary
Further Reading
5.1 Introduction 37
5.2 Objectives of the Lesson
5.3 Definition of the Exponential Function
5.4 Definition of Trigonometric Functions in terms of ez
5.5 Trigonometric Identities in real variable x and Complex Variable z
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6.1 Introduction 44
6.2 Objectives of the Lesson
6.3 Meaning of Mapping (or Transformation)
6.4 The Linear Transformation
6.5 The Bilinear (or Fractional) Transformation
6.6 Cross Ratio of Four points z1, z2, z3 and z4
6.7 An important property of a bilinear transformation
6.8 The transformation w = ln z
6.9 Fixed points of a Bilinear Transformation
6.10 The transformation z = c sin w
Exercise
Summary
Further Reading
7.1 Introduction 58
7.2 Objectives of the Lesson
b
7.3
Meaning of the Complex Integration ∫ f ( z )dz
a
7.4
Conditions for ∫ f ( z )dz
a
exist
7.5 All formula for integration of functions of Real Variables hold good
for integration of Complex Variables.
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8.1 Introduction 68
8.2 Objectives of the Lesson
8.3 Laurent series
8.4 Taylor’s series from Laurent’s series
8.5 Singular points or Singularities
Exercise
Summary
Further Reading
9.1 Introduction 77
9.2 Objectives of the Lesson
9.3 Definition of poles of a function
9.4 Determination of poles of a function
9.5 Residues of f(z) at its poles
9.6 Determination of Residues of f(z) at its poles
Exercise
Summary
Further Reading
10.1 Introduction 83
10.2 Objectives of the Lesson
10.3 Residue Theorem
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10.5
Improper Integrals of the type ∫ f ( x)dx
−∞
ANSWERS 101
INDEX 106
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LESSON 1
Complex Numbers and their Representation on
the Complex Plane
1.1 Introduction
We all know that 9 is either +3 or –3. Then what is the value of − 9 ?
Mathematicians could not answer this question for a long time. The square root of –1, or
in general the square root of negative numbers were considered to be meaningless and the
term imaginary was applied to them. Now they are called complex numbers richly
meaningful within the frame work of operations newly defined.
Complex numbers were used by Euler (1707 – 1788) to whom the symbol i for − 1 is
due. The name complex numbers is due to Gauss who introduced the letter z to represent
a complex number. Argand (1806) used the complex plane for the representation of
complex numbers and hence the graph representing the complex numbers is called the
Argand Diagram. It is Cauchy, the ‘Intellectual Giant’ who developed the new branch of
mathematics called Complex Analysis.
Examples
i Addition of complex numbers
We define (3 + 4i) + (6 + 2i) = 3 + 6 + 4i + 2i = 9 + 6i
(a + bi) + (c + di) = (a + c) + (b + d)i.
ii) Subtraction of complex numbers.
We define (8 + 5i) (3 - 2i) = 8 + 5i 3 + 2i = 5 + 7i
(a + bi) (c + di) = (a c) + (b d)i
iii) Multiplication of a complex number by a scalar
we define 5(4 + 3i) = 20 + 15i
In general p(a + ib) = pa + ipb when p,a,b are real numbers.
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Example 1
Factorise: 16x2 + 25y2
16x2 + 25y2 = (4x + 5iy)(4x 5iy)
since a + b2 = (a + ib)(a ib)
2
Example 2
Write down the conjugate of the following complex numbers:
2 + 3i, 2 3i, 4 + 3i, i, 6 - 5i.
Solution. The conjugates of 2 + 3i, 2 3i, 4 + 3i, i, and 6 5i are 2 3i, 2 + 3i,
4 3i, -i and 6 + 5i respectively
Examples 3
5 + 3i
Simplify:
−i
To eliminate i in the denominator we multiply both numerator and the denominator by i
to get
5 + 3i (5 + 3i ) i 5i + 3i 2
= =
−i − i (i ) − i2
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5i − 3
= = 5i − 3
+1
Example 4
3 + 4i
Simplify:
5 + 2i
The conjugate of 5 + 2i is 5 – 2i, multiply the numerator and the denominator by the
conjugate of the denominator to get
3 + 4i (3 + 4i )(5 − 2i )
= =
5 + 2i (5 + 2i )(5 − 2i )
15 − 6i + 20i + 8
=
25 + 4
23 + 14i
=
29
To each complex number there corresponds only one point and conversely to each point
in the plane there corresponds one and only one complex number
Example 5
Plot the complex numbers
z1 = 4 + 3i, z2 = 5 – 2i, z3y= -4 + z4 = -4 – 3i
5
Solution
4
2
R . z3 = (-4,3) P . z1, = (4,3)
1
-x x
0
-5 -4 -3 -2 -1 1 2 3 4 5 6
S . z4 = (-4,-3)
Q. z2 = (5,-2)
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Example 6
Plot the triangle on the complex plane given that the vertices of the triangle are
z1 = 3 + 2i, z2 = -2 + 4i and z3 = -1 -3i
y
Z2 = -2 + 4i
Z1 = 3 + 2i
-x 0
x
Z3 = -1 - 3i -y
y
P z = 4+3i
r=5
3
θ
-x x
0
4
-y
Consider the complex number z= 4 + 3i
Let r and θ be the polar coordinates of the Point p (4,3). Then
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The formula connecting the polar form and Cartesian form of a complex number
y
P (x,y)
r
y
θ
-x x
0
x
-y
x y
In the figure cos θ = and sin θ = or x = r cos θ and y = r sin θ
r r
Hence the complex number Z is represented in polar form as,
z = x + iy = r cos θ + i r sin θ
or z = r (cos θ + i sin θ )
y
where r = x 2 + y 2 and tan θ =
x
z = r (cos θ + i sin θ ) is called the Polar Form of the complex
number z.
It is represented by z = (r, θ )
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Example 7
Express z = 4 + 3i in polar form
y 3
In polar form r = x 2 + y 2 = 4 2 + 32 = 5 and θ is given by tan θ = = and the
x 4
principal value of θ = 36.90 approximately.
Hence Z = 4 + 3i
= r(cos θ + i sin θ )
= 5 (cos 36.90 + i sin 36.90)
Hence 4 + 3i = (5, 36.90)
π π π π
cos + i sin cos + i sin
3 3 2 2
π π
i i
= e 3
.e 2
π π
i +
= e 2 3
i 5π
= e
6
1
x
-x
0
1 2 3 4
-y
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1.11. The radius vector corresponding to the addition of two vectors Z1 and Z2
P2
Z2
z1 + z 2 z2
z1 P1
Example 8
Simplify (cos 4 θ + i sin 4 θ )(cos 2 θ + i sin 2 θ )
Solution
(cos 4θ + i sin 4θ )(cos 2θ + i sin 2θ )
= e i 4θ .ei 2θ
= e i (6θ )
= (cos 6θ + i sin 6θ )
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Example 9
Simplify: = (cos 4θ + i sin 4θ )(cos 3φ + i sin 3φ ) ,
(cos θ − i sin θ )(cos 2φ − i sin 2φ )
Solution
= (cos 4θ + i sin 4θ )(cos 3φ + i sin 3φ )
(cos θ − i sin θ )(cos 2φ − i sin 2φ )
i 4 θ 3φ
= e
e − iθ
.e i
e −i 2 φ
=ei4θ.eiθ.ei3φ.ei2φ
= e i 4θ .e iθ .e i 3φ .e i 2φ
= e i (5θ + 5φ ) = cos (5θ + 5φ ) + i sin (5θ + 5φ )
Exercise I
Simplify (1 to 10)
1) i3 , i4 , i5 , i6 , i25
2) (3 + i) + (1 + 2i) 4) (1 + i) (1 i)
3) (5 3i) +(4 + 3i) 5) (x + 2iy)(x - 2iy)
1− i 1 3i − 2
6) 7) 8)
1+ i 2 − 3i 1 + 2i
9) (2 + 3i )2 10)
(3 − 4i )
5 + 12i
1 1 2π 2π
13) 1–i +
14) 3i 15 cos − i sin
2 2 3 3
16) Show that the equation |z| = 2 represents a circle with center the origin and radius
4 units.
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1 i
24) Show that (3 + i )(3 − i ) + = 2 + i
5 10
25) Solve the equation z2 + z + 1 = 0 giving your answer in i.
26) Prove that z1z2 = z1z (Hint: take z1 = x + iy and z2 = a + ib).
27) Prove the associative law: ( z1 + z 2 ) + z3 = z1 + ( z 2 + z 3 ) write down the following
complex numbers in polar form
28) (i) -4 + 3i (ii) 12 – 5i (iii) -4 – 3i
(iv) 12 + 5i
−2
30) Find one value of arg z when z =
1+ i 3
31) Simplify:
(cos 60 − i sin 60)(cos120 + i sin 120)
(cos 50 + i sin 50)(cos 40 + i sin 40)
32) Simplify:
[cos(− 40) + +i sin (− 40)][cos 50 + i sin 50]
(cos 60 − i sin 60)
Summary of the Lesson
You have learnt the following from this Lesson:
i) Definition of a complex number: z= x + iy where x and y are real numbers
and i = −1 or i 2 = −1
z1
ii) To simplify z1 + z 2 , z1 − z 2 , z1 z2 and
z2
iii) To represent complex numbers x + iy or (x, y) on a complex plane
iv) Polar form of a complex number: x + iy = r(cos θ + i sin θ ) where r = x 2 + y 2
y
and tan θ =
x
iθ
v) Eulers representation: cos θ + i sin θ = e
Further Reading.
1) Pure mathematics, A second course
By J.K Backhouse and others
Longman Group ltd
Longman’s House, Harlow, Esssex. UK.
2) Theory and Problem of complex variables
By Murray R. Spiegel, Ph.D,
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Lesson 2
Demoivre’s Theorem and its Application to Roots of
Real and Complex Numbers
2.1 Introduction
In the previous Lesson you have studied that a complex number z can be represented in
polar form as z = r (cos θ + i sin θ) where r is the modulus of the Complex number and
θ is the argument of the number z. In this Lesson we shall see Euler’s representation of
(cos θ + i sin θ) and Demoivre’s theorem which is very useful to find roots of real and
complex numbers.
Example 1
Let z1 = r1e iθ1
z 2 = r2e iθ 2
show that
i). z1 z2 = r1r2 [cos(θ1 + θ 2 ) + i sin(θ1 + θ 2 )]
where r1r2 is the modulus of z1 z 2 and (θ1 + θ 2 ) is the argument of z1 z 2
= [cos(θ1 − θ 2 ) + i sin(θ1 − θ 2 )]
z1 r1
ii).
z2 r2
Solution
i). Let z1 = r1e iθ1 and z 2 = r2e iθ 2
Then z1 z 2 = r1eiθ1 .r2e iθ 2
= r1r2 ei (θ1 +θ 2 )
= R e i (θ1 +θ 2 )
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= R [cos(θ1 + θ 2 ) + i sin(θ1 + θ 2 )]
where R = r1r2 is the modules of z1 z 2 and θ1 + θ 2 is the argument of z1 z 2 .
ii).
z1 r1eiθ1 r1 i (θ1 −θ 2 )
= = e
z 2 r2e iθ 2 r2
= 1 [cos(θ1 − θ 2 ) + i sin(θ1 − θ 2 )]
r
r2
de Moivre’s theorem is very useful in computing roots of all the nonzero real and
complex numbers.
Example 2
(cos 3θ + i sin 3θ )(cos 5θ − i sin 5θ )
Simplify
(cos 2θ − i sin 2θ )(cos 7θ + i sin 7θ )
Solution
(cos 3θ + i sin 3θ )(cos 5θ − i sin 5θ ) e i 3θ .e − i 5θ
=
(cos 2θ − i sin 2θ )(cos 7θ + i sin 7θ ) e −i 2θ .e i 7θ
= e i 3θ .e − i 5θ .e i 2θ .e −i 7θ
= e i ( 3θ −5θ + 2θ −7θ )
= e − i 7θ
= cos 7θ − i sin 7θ
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degree equation in z will have n roots and only n roots. For example z3 + 1 = 0, will have
three roots one being real and two are complex roots.
In the following sections we shall find the roots of nonzero real and complex numbers
using the fact
Cos 2 kπ + i sin 2 kπ = 1 for k = 0, 1, 2, 3…
Cos (2k + 1) π + i sin (2k + 1) π = -1 for k = 0, 1, 2, 3…
Example 3
1
Find the cube roots of –1 or Solve z 3 = - 1 or solve the equation z 3 = −13 = −1 giving
three values of the roots.
Solution
Let z 3 = −1
or z 3 = cos(2k + 1)π + i sin( 2k + 1)π
Taking cube roots on both sides
(z ) = [cos(2k + 1)π + i sin( 2k + 1)π ]
1 1
3 3
3
5π 5π 1 i 3
when k = 2, z = cos + i sin = cos 300 + i sin 300 = −
3 3 2 2
When you put k = 3, 4, 5… we will get the same values repeated. Hence
1+ i 3 1− i 3
z= , -1 and are the three values that satisfy the equation z3 = - 1. or the
2 2
roots of – 1 .
3
1+ i 3
You can verify that = −1
2
Example 4
Solve the equation z4 16 = 0
(or find the fourth root of 16)
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Solution
1
Let 16 4 = z where the value of z is to be found.
or z 4 = 16 (1)
z = 16[cos 2kπ + i sin (2kπ )π ]
4
2kπ 2kπ
z = 2cos + i sin (1)
4 4
From (1),
If k = 0, z = 2(cosθ + i sin θ ) = 2
π π
If k = 1, z = 2(cos + i sin ) = 2(0 + 1) = 2i
2 2
If k = 2, z = 2(cos π + i sin π ) = 2(−1 + 0) = −2
If k = 3, z = 2(cos 270 + i sin 270) = 0 − 2i = −2i
If you put k = 4, 5, 6… we will get the same values repeated.
1
Hence 16 4 = 2 , 2i, -2 and 2i
Example 5
Find the square roots of –15 – 8i
Solution
Writing –15 – 8i in polar form, we have r = (−15) 2 + (−8) 2 = 225 + 64 = 17
r cos θ = −15 and r sin θ = −8
− 15 −8 8
cos θ = , sin θ = or tan θ =
17 17 15
Since cos θ and sin θ both negative θ is in the third quadrant from 1800 to 2700
Hence θ = 208.0720
Let − 15 − 8i = 17[cos(2kπ + θ ) + i sin( 2kπ + θ )] where k = 0, 1 and θ = 205.20
1
(− 15 − 8i )2 = 17 2 [cos(2kπ + θ ) + i sin (2kπ + θ )]2
1 1
Then
1
2kπ + θ 2kπ + θ
= 17 cos
2
+ i sin
2 2
when k = 0, −15 − 8i = 17(cos104.036 + i sin104.036)
when k = 1, −15 − 8i = 17(cos 284.036 + i sin 284.036)
Example 6
Find all the 6th roots of unity (or solve the equation z6 – 1 = 0)
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Solution
Let the 6th root of 1 be z
1
Then 1 = z or 1 = z6
6
or z 6 = e 2kπi
( )
1
2 kπi
or z = e 6
kπi
or z = e
3
(2)
From (2)
If k = 0, z = e0 = 1
πi
π π 1 3
If k = 1, z = e = cos + i sin = + i
3
3 3 2 2
2πi
= (cos 120 + i sin 120) = − + i
1 3
If k = 2, z = e 3
2 2
πi
If k = 3, z = e = cos 180 + i sin 180 = −1
4 πi
1 3
If k = 4, z = e 3
= cos 240 + i sin 240 = − − i
2 2
5πi
1 3
If k = 5, z = e = cos 300 + i sin 300 = −i
3
2 2
2πi
[If k = 6, z = e = cos 360 + i sin 360 = 1 It is the same as in the case of k = 0]
2.6 The zeros of a polynomial with real coefficients always occur in conjugate
pairs.
If a + ib is a root of a polynomial,
a0 z n + a1 z n −1 + ... + an = 0 a0, a1…an are real number.
show that its conjugate a – ib is also a root of the same equation or the zeros of a
polynomial with real coefficients always occur in conjugate pairs.
Solution
Let f ( z ) = a0 z n + a1 z n −1 + ... + an = 0 (1)
Let a + ib = re iθ . Then
( ) n−1
f re iθ = a0 r n einθ + a1r e i ( n−1)θ + ...an = 0 (2)
or a0 r (cos nθ + i sin nθ ) + a1r
n n −1
[cos(n − 1)θ + i sin( n − 1)θ ... + an ] = 0
[ ]
or a0 r n (cos nθ ) + a1r n −1 cos(n − 1)θ + ...an = 0 + i (a0 r n sin nθ ) + a1 sin (n − 1)θ + ... = 0
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(
From (4) a0 re −iθ )
n
(
+ a1 re −iθ )
n −1
+ ...an = 0
− iθ
Thus re satisfies the polynomial
a0 z n + a1 z n −1 + ...an = 0
where z = a − ib = re − iθ
Thus a ib is also a root of the same polynomial (1)
Exercise 2
1. Evaluate the following.
a) 5(cos 20 + i sin 20)(cos 40 + i sin 40)
(8cis 40) 3
b) note that cisθ = cosθ + i sin θ
(2cis 60) 4
4
3 − 1 1 + i 5
c)
1 − i
3 + 1
d) (2 cis 50)6
2. Prove that the solution of z 4 − 3 z 2 + 1 = 0 are given by z = 2 cos 360, 2 cos 720,
2 cos 2160 and 2 cos 2520
3. Prove de Moivre’s Theorem for (a) negative integers and (b) rational numbers.
4. Find the roots of the following and locate them on a graph (Argand diagrams)
1 1
a). (−4 + i) 5
c). 64 6
3
b). 4cis 2600
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b). z 5 + 2 z 4 + z 3 + 6 z − 4 = 0
12. Find the two complex numbers whose sum is 4 and whose product is 8.
2. de Moivre’s Theorem
(cos θ + i sin θ)n = cos nθ + i sin nθ
3. We use cos 2kπ + i sin 2kπ = 1 and cos(2k + 1)π + i sin( 2k + 1)π = −1 to determine the
roots of functions.
Further Reading
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Lesson 3
Limits and Continuity of Functions of Complex variables.
3.1 Introduction
You have learnt the limits and continuity of functions of real variables. The definitions
of limits and continuity of a function of complex variables is quite similar to those of
functions of real variables.
1
For example w = f(z) = z is a single valued function but w = f ( z ) = z 2 is a many valued
function.
In other words it means that there exists a deleted neighbourhood of the point z = a in
which f ( z ) − l can be made as small as we please
Example 1
z
lim
Prove that z → 0 does not exist
z
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Solution
z
Suppose the z →0lim exists
z
The limit must be independent of the manner in which z approaches the point 0
y
z = x + iy = iy
x
0 z = x + iy = x
z − iy
Then the required limit is lim = lim = −1
z →0 z y →0 iy
The limit of a function should be unique irrespective of the path. Here the limit shows +1
and –1 in two different paths.
z
lim
Hence z → 0 does not exist.
z
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. z0
.z
1. lim f ( z ) = l
z → z0
2. If f(z) is continuous in a closed region it is bounded in the region; i.e there exists a
constant M such that f ( z ) < M for all points z of the region.
3. If f(z) = u(x, y) + iv(x, y), and if f(z) is continuous in a region then the functions
u(x, y) and v(x, y) are also continuous in the region
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Example 2
Prove that f(z) = 2z2 is continuous at z = z0
Solution
If f(x) = 2z2 is continuous it must satisfy three conditions namely
i). lim f ( z ) = l
z → z0
First we must show that lim f ( z ) = l i.e. we must show that given any ∈ > 0 we can
z → z0
Example 3
3z 4 − 2 z3 + 8z 2 − 2 z + 5
Show that f ( z ) = is not continuous at z = i
z −i
If f(z) is continuous then the three fundamental conditions must be satisfied. They are:
iii). f ( z 0 ) or f(i) = l
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3i 4 − 2i 3 + 8i 2 − 2i + 5
Here f (i ) =
i −i
3 − 2i − 8 − 2i + 5
=
0
0
=
0
Thus f(i) does not exists even though the limit exists as shown below: -
3z 4 − 2 z 3 + 8 z 2 − 2 z + 5 12 z 3 − 6 z 2 + 16 z − 2
lim = = lim
z →i z −i z →i 1
= 12i3 – 6i2 + 16i – 2
= -12i + 6 + 16i – 2
= 4i + 4
Hence f(z) is not continuous
Example 4
For what values of z
3z 2 + 1
f (z) = 2 is continuous.
z +1
Solution
3z 2 + 1 3z 2
f (z) = 2 =
z + 1 ( z + i)( z − i )
When z = i and z = -i f(z) does not exist and it is not continuous. Thus f(z) is continuous
at all points on the z plane except z = ± i .
Exercise
1. If f(z) = z2 + 2z prove that lim f ( x) = 2i − 1
z →i
z2 − z +1+ i 1
2. Prove that lim 2 = 1+ i
z →1+ i z − 2 z + 2 2
3. Evaluate lim (iz 4 + 3 z 2 − 10i ) using the theorem on limits.
z →2i
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z2
4. Evaluate lim
πi
z→ z4 + z +1
e4
f ( z ) − f ( z0 )
5. Prove that if f(z) = 3z2+ 2z then lim = 6 z02 + 2
z → z0 z − z0
2z + 1
6. Explain exactly what is meant by the statement lim =2
z →∞ z4 +1
7. Find all points of discontinuity for the functions
12 z + 1
i) f ( z) 2 ii) f(z)= cot z
z + 2z + 2
z2 +1
iii)
z 4 − 16
8. Prove that f(z) = z2 2z + 3 is continuous every where in the finite plane.
z2 +1
9. Show that f ( z ) = 2 is continuous for all z outside |z| = 2.
z − 3z + 2
10. Prove that if f(z) is continuous in a closed region, it is bounded in the region (hint: if
f(z) is continuous then it tends to a limit l which is finite)
11. Prove that f(z) = 3z 2 is uniformly continuous in the region |z| ≤ 10. Prove that
1
f ( z ) = 2 is not uniformly continuous in the region |z| ≤ 1 0
z
(Hint: since there is one point z = 0 where f(z) does not exist)
1 1
12. Prove that f ( z ) = 2 is uniformly continuous in the region ≤ z ≤ 1
z 2
13. Prove that f(z) = 3z-2 is uniformly continuous in the region |z| ≤ 10.
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Lesson 4
Differentiability of Complex Functions, Analytic Functions and
their Properties.
4.1 Introduction
You have studied the differentiability of real functions in Elementary Calculus.
Differentiability of complex functions is nearly the same as that of real functions except
that ∆ z may tend to zero in any manner. In this Lesson we shall study the definition
of derivative of complex functions and that of analytic functions and their properties.
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d n d 1
1. z = nz n −1 If n ≠ −1 2. ln z =
dz dz z
d z d z
3. e = ez 4. a = a z ln a
dz dz
d d
5. sin z = cos z 6. cos z = − sin z
dz dz
d d
7. tan z = sec 2 z 8. cot z = − cos ec 2 z
dz dz
d d
9. sec z = sec z tan z 10. cos ecz = − cos ecz cot z
dz dz
d d
11. sinh z = cosh z 12. cosh z = sinh z
dz dz
d d
13. tanh z = sec h 2 z 14. coth z = − cos ech 2 z
dz dz
d d
15. sec hz = − sec hz tanh z 16. cos echz = − cos echz coth z
dz dz
d 1 d 1
17. sinh −1 z = 18. cosh −1 z =
dz 1+ z2 dz z2 −1
d 1 d 1
19. tanh −1 z = 20. coth −1 z =
dz 1 − z2 dz 1− z2
d −1 d −1
21. sec h −1 z = 22. cos ech −1 z =
dz z 1− z2 dz z z2 +1
If f(z) and g(z) are analytic then
d
[ f (z ) ± g (z )] = d f (z ) ± d g (z )
23. dz dz dz
d
( fg ) = fg ' + gf ' d f gf ' − fg '
24. 25. =
dz dz g g2
g ≠0
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∂u
Before we prove the above results let us define the meaning of the partial derivative ,
∂x
∂u u ( x + ∆x, y ) − u ( x, y ) ∂v v( x, y + ∆y ) − v ( x, y )
= lim and = lim
∂x ∆x→0 ∆x ∂y ∆y →0 ∆y
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z z z z z z z z
substituting x = and y = in (3) we have 2u , = f + i + f − i
2 2i 2 2i 2 2i 2 2i
= f ( z ) + f (0)
z z
Hence f ( z ) = 2u , − f (0 )
2 2i
Example 1
Let f(z) = u +iv be an analytic function.
If u = u3 – 3x2y find f(z).
Solution
If u = u(x,y) then
z z
f ( z ) = 2u , − f (0 ) (by theorem)
2 2i
since u = x3 – 3x2y we have
z z
f ( z ) = 2u , − f (0 )
2 2i
z 3 z z
2
= 2 − 3 − f (0 )
2 2 2 i
z 3 3 z 2 z
= 2 − − u ( 0,0 )
8 4 2i
z 3 3z 3
= 2 − −0
8 8 i
z 3 3iz 3
f ( z ) = 2 + + ci
8 8
(by adding any imaginary constant at the end.)
Real and Imaginary parts of an analytic function satisfy Laplace Equation.
Let f ( z ) = u ( x, y ) + iv ( x, y ) . We must prove that
∂ 2u ∂ 2u ∂ 2v ∂ 2v
+ = 0 and + =0
∂x 2 ∂y 2 ∂x 2 ∂y 2
Let f ( z ) = u ( x, y ) + iv ( x, y ) be analytic
∂u ∂v ∂u ∂v
By Cauchy Reimann equations we have = and =− .
∂x ∂y ∂y ∂x
∂ 2u ∂ 2v ∂ 2u ∂ 2v
Then = and = −
∂x 2 ∂x∂y ∂y 2 ∂x∂y
∂ 2u ∂ 2u ∂ 2 v ∂ 2v
Adding + = − =0
∂x 2 ∂y 2 ∂x∂y ∂x∂y
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∂ 2v ∂ 2v
Similarly + =0
∂x 2 ∂y 2
Thus Laplace differential equation is satisfied
Harmonic function
A function φ (x,y)which has continuous partial derivatives of the first and second orders
and satisfies Laplace equation is called a harmonic function.
Hence u(x,y) and v(x,y) are harmonic functions.
Example 2
Show that the function f ( z ) = xy is not analytic at the origin, although the Cauchy –
Reimann equations are satisfied at the origin.
Solution
Let f ( z ) = u ( x, y ) + iv ( x, y ) = xy so that u = xy and v = 0.
∂u u ( x,0 ) − u (0,0 ) 0−0
= lim = lim =0
∂x x →0 x x →0 x
∂u u (0, y ) − u (0,0) 0 − 0
= lim = =0
∂y y →0 y y
∂v v( xo ) − v(0,0 ) 0 − 0
= lim = =0
∂x x →0 x x
∂v v(0 y ) − v (0,0 ) 0 − 0
= lim = =0
∂y y → 0 y y
∂u ∂v ∂u ∂v
=0= and =0=−
∂x ∂y ∂y ∂x
Hence Cauchy – Reimann equations are satisfied at the origin.
f ( z ) − f (0 ) xy − 0
Now f ' (0 ) = lim = lim
z →0 z z → 0 x + iy
Exercise 4
1) Distinguish between an analytic function and an entire function. Give an example
for an entire function .
2) Define a singular point using differentiability of a function.
3) Define f’(z) using limit.
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Lesson 5
Elementary Functions of Complex Variables
5.1 Introduction
You are already familiar with various elementary functions in the Calculus of Real
Variables. In this Lesson we consider the elementary functions of a complex variable.
We shall consider mainly the exponential, trigonometric and logarithmic functions of
complex variables in this Lesson.
e z1 z1 − z 2
= e
e z2
(e )
z1 m
= e mz 1
Example 1
Prove that e z1 .e z 2 = e z1 + z 2 using the definition of ez
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Solution
By definition e z = e x (cos y + i sin y )
Then e 1 .e 2 = e
z z x1
(cos y1 + i sin y1 )e x (cos y 2 + i sin y 2 )
2
where z1 = x1 + iy1
and z2 = x2 + iy 2
or e z1 z 2 = e x1 .e x 2 (cos y 1 + i sin y 1 )(cos y 2 + i sin y 2 )
e x + x [cos( y1 + y2 ) + i sin ( y1 + y2 )] from Euler’s theorem.
1 2
e z1 + z2 by definition of ez
Example 2
Show that f ( z ) = e z is a periodic function with period 2k π i.
Solution
Let f ( z ) = e z = e x (cos iy + i sin iy )
Then f(z + 2k π i.) = e z + 2 kπi
e x + iy + 2 kπ
= e x [cos ( y + 2 k π ) + i sin ( y + 2 k π )]
= e x [cos y + i sin y ] since
= f (z ) cos( y + 2kπ ) = cos y
sin ( y + kπ ) = sin y
Since f (z + 2kπi ) = f ( z ), for k =0,1,2,…..it is a periodic function with period 2kπi
Example 3
Find all values of z such that ez = 2
Solution
Let the value of f ( z ) = e z = Reiθ = 2
Re iθ = 2 (1)
= 2[cos(2kπ ) + i sin (2kπ )]
Hence R =2 and θ = 2kπ
Then e z = Reiθ = 2e 2 kπi
Taking logarithm on both sides of e z = 2e 2 kπi we have z = ln 2 + 2kπi
Example 4
Find all values of z such that e z = 1 + i 3
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Solution
First let 1 + i 3 = r (cosθ + i sin θ ) .
Then r = 12 + 3 = 4 = 2
π
tan θ =
3
then θ = 600 or θ = 2 nπ + then ez = 1+ i 3 becomes
1 3
π
i 2 nπ +
e = 2e
z 3
π
Taking logarithm to base e we have, z ln e = ln 2 + i 2nπ + ln e or
3
1
z = ln 2 + i 2n + π
3
e iz + e − iz
cos z = and
2
e iz − e −iz
sin z =
2i
using the definition of cos z and sin z we have the other trigonometric functions. Thus
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sin z e iz − e − iz
tan z = = − i iz
− iz
cos z e + e
cos z e iz + e − iz
cot z = = i iz − iz
sin z e − e
1 2
sec z = = iz
cos z e + e − iz
1 2i
cos ecz = = iz
sin z e − e − iz
5.5 Trigonometric identities in real variable x and complex variable z.
The following ten identities are still valid for complex variables.
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e y + e− y e y − e− y
cosh y = sinh y =
2 2
In the same way from (2) you can show that cos (iy) = cos hy
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Exercise
1. Define an exponential function ez
2. Using the definition of exponential function prove that
e z1
a). z 2 = e
z1 − z2
b). e iz = e − y
e
15. Show that cos(iz ) = cos(iz ) for all z and sin(iz ) = sin iz if and only if
z = nπi (n = 0, ± 1, ± 2...........)
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e iz + e − iz e iz − e − iz
cos z = , sin z =
2 2i
From these definitions you can express the other trigonometric functions of z.
iii). Definition of logarithmetic function:
ln z = lnr + iθ …….principal value of lnz
ln z = lnr + I(2nπ + θ) n = 0, ± 1, ± 2........... general value of ln z
iv). Hyperbolic functions in real variable:
e x + e− x e x + e− x
cos hx = ; sin hx =
2 2
Further Reading
1) Complex Variables and Applications
By R.V Churchill and others
Mc Graw-Hill, KOGAKUSHA Ltd
Tokyo Singapore
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Lesson 6
Mapping by Elementary Functions
6.1 Introduction
Suppose w = f(z) = u (x,y) + iv(x,y) = u + iv
be a function of a complex variable z with
z = x + iy
To each pair of values (x, y) there correspond one value for u and another value for v, in
w = u + iv.
We utilize two separate complex planes for the representation of
z = (x, y) and w = (u, v).
The two planes are called the z plane and the w plane respectively.
The relationship, w = f(z) then establishes a connection between the points of a given
region R in the z plane and the corresponding points of another region R ′ determined by
w = f(z) in the w plane
In this Lesson we shall study how various curves and regions in the z plane (with the x
and the y axes) are mapped by elementary analytic functions on to the w plane (with the u
and the v axes).
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We say that the point (3, 2) on the xy plane or z plane is mapped on to the point (13, 12)
on the uv plane or w plane
The point (3, 2) is called the object on the z plane and the corresponding point P (13, 12)
is called the image of P on the w plane.
Example 1
Find the image of the point (4, 3) on z plane under the transformation w = 2z2 + 3.
Solution
Since u + iv = 2(x + iy)2 + 3
u = 2x2 – 2y2 + 3 = 2(16) – 2(9) + 3 = 17 and
v = 2xy = 2(4)(3) = 24.
Hence the image of (4, 3) on z plane is (17, 24) on the w plane. We shall discuss some of
the transformations in the following examples:
Example 2
Let w = 3z + 4 – 5i = f(z)
Find the values of w which corresponds to z = -3 + i on the z plane.
Solution
Let w = u + iv = 3z + 4 – 5i then,
Then
u + iv = 3(x + iy) + 4 – 5i
or
u + iv + (3x + 4) + i(3y – 5)
Then u = 3x + 4 and v = 3y – 5
When x = -3 and y = 1, u = 3(-3) + 4 = -5 and v = 3(1) – 5 = -2
thus the point z = -3 + i is transformed (mapped) on to the point (-5, -2) on the w plane or
w = -5 –2i.
They are shown on the z plane and the w plane
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Example 3
Explain the nature of the transformation w = z2 considering the semi-circle with centre
the origin and the radius r on the z –plane.
Solution
Let z = re iθ and w = Re iφ
Then w = z2 becomes
( )
Re iφ = re iθ
2
Re iφ = r 2 e i 2θ
then R = r2 and φ = 2θ
The range of variations of θ from 0 < θ < π makes φ from 0 < φ < 2π
Let |z| = r be the circle with radius r.
Points on the upper half of the circle on z plane map into the entire circle |w| = r2
r p =r2
Thus the semi-circle of radius r in the z plane is mapped into the full circle of radius
R = r2 in the w plane.
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az + b
w= , where ad − bc ≠ 0
cz + d
is called a bilinear Transformation. It is also known as a Fractional transformation
or Mobius transformation. Here, a, b, c, d are real or complex constants.
The cross ratios of z1, z2, z3, z4 can be written in six different ways
For example 4
(z − z1 )(z 2 − z 3 ) is another way of writing the cross ratio of z , z , z , z It
(z 2 − z1 )(z 4 − z 3 ) 1 2 3 4.
=
(ad − bc )(z 2 − z 3 ) (1)
(cz 2 + d )(cz 3 + d )
Similarly w4 − w1 =
(ad − bc )(z 4 − z1 ) (2)
(cz 4 + d )(cz1 + d )
w2 − w1 =
(ad − bc )(z 2 − z1 ) (3)
(cz 2 + d )(cz1 + d )
w4 − w3 =
(ad − bc )(z4 − z3 ) (4)
(cz4 + d )(cz3 + d )
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Example 4
Find a bilinear transformation which maps the point z = 0, -i, -1 on the z plane into
w = i, 1, 0 respectively on the w plane.
Solution
Let the points 0, -i, -1, z on the z plane be transformed into the points i, 1, 0, w
respectively on the w plane.
The cross ratio of w1 , w2 , w3 , w4 is the same as the cross ratio of z1 , z 2 , z 3 , z 4
Then
(w4 − w1 )(w2 − w3 ) = (z4 − z1 )(z2 − z3 ) (1)
(w2 − w1 )(w4 − w3 ) (z2 − z1 )(z4 − z3 )
Substituting the values of z1, z2 , z3 and w1 , w2 , w3 in the equation (1) and letting w4 = w
and z4 = z we will get the solution (Try this yourself!)
Example 5
Find a bilinear transformation which maps the points z1 = 2, z 2 = i, z3 = −2 into the points
w1 = 1, w2 = i, w3 = −1 respectively.
Solution
Let a general point z be transformed into w under the same transformation.
Since the cross ratios of four points are preserved under a bilinear transformation
( w, w1, w2 , w3 ) = ( z , z1 , z2 , z3 )
Then
(w − w1 )(w2 − w3 ) = (z − z1 )(z2 − z3 )
(w1 − w2 )(w3 − w) (z1 − z2 )(z3 − z )
w − 1 ( z − 2)(3 + 4i ) ( z − 2 )(3i − 4 )
= =
w +1 5( z + 2 )i (z + 2)(− 5)
Substituting the given points we have,
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(w − 1)(i + 1) = (z − 2 )(i + 2 )
(1 − i )(− 1 − w ) ( z − i )(− 2 − z )
(w − 1)(1 + i )2 = ( z − 2 )(2 + i )2
(1 − i )(1 + i )(− 1 − w ) (z − i )(z + i )(− 2 − z )
(w − 1)(2 i ) = (z − 2 )(3 + 4 i )
w +1 (z + 2 )(5 )
w − 1 ( z − 2 )(3 + −4i ) ( z − 2)(3i − 4 )
or = =
w +1 5( z + 2 )i (z + 2)(− 5)
w − 1 3iz − 4 z − 6i + 8
or = using componendo and dividendo
w +1 − 5 z − 10
a c a+b c+d
if = then =
b d b−a d −c
we have,
(w − 1) + (w + 1) = (3iz − 4 z − 6i + δ ) + (− 5z − 10)
(w + 1) − (w − 1) (− 5 z − 10) − (3iz − 4 z − 6i + δ )
(w − 1) + (w + 1) = (3iz − 4 z − 6i + δ ) + (− 5z − 10)
(w + 1) − (w − 1) (− 5 z − 10) − (3iz − 4 z − 6i + δ )
2w − 9 z + 3iz − 6i − 2
or =
2 − z − 3iz + 6i − 18
3z (i − 3) + 2i(− 3 + i )
or w =
iz (i − 3) + 6(i − 3)
3 z + 2i
or w = (2)
(iz + 6)
az + b
This is of the form w = . Hence the required transformation is given in 2
cz + d
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= 2 v= 2
2 = 1
v= 1
We see that the area between = 1 and = 2 on the z plane is mapped on to the finite
strip between v = 1 and v = 2 on the w plane.
v = 2π
v=0
θ = π θ = 0
and θ = 2π
Hence the infinite strip v = 0 to v = 2π is transformed into the whole of the z plane from
θ = 0 to θ = 2π
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φ = d
φ =c
φ = 0
or
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R=a
R=b
φ =c
φ = d
D/ E/ A/ B/
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is a strip in the above figure then, taking logarithm on both sides of ez = w we have
z = ln w + 2nπi . Thus the infinite strip is mapped on the upper half R > 0:
y =π
Example 6
a) Find a bilinear transformation, which transforms the unit circle |z| = 1 into the real
axis of the w plane in such a way that the points z1 = 1, z2 = i, z3 = -1 are mapped
onto w1 = 0, w2 = 1, w3 = ∞ .
b) In what regions the interior and exterior of the circle are mapped.
Solution
Let a general point z be mapped onto w. Since bilinear transformations preserve cross
ratio of four points we have
(w, w1, w2, w3) = (z, z1, z2, z3)
then
(w, 0, 1, ∞ ) = (z, 1, i, -1)
(w − 0)(1 − ∞ ) = (z − 1)(i + 1)
(0 − 1)(∞ − w) (1 − i )(− 1 − z )
(w)(1 − x )
=
(z − 1) (i + 1) 2 , where x → ∞
(− 1)( x − w) − 1 − z (1 − i )(1 + i )
1
w − 1
x = ( z − 1) (di )
x w 1+ z 2
−
x x
w(−1) − i (1 − z) 1 w
= , when x → ∞, = =0
(1 − 0) 1+ z x x
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i(1 − z )
or w=
1+ z
is the required transformation.
az + b
If P is a fixed point of the bilinear transformation w = where ad − bc ≠ 0 then w
cz + d
and z will be equal.
az + b
Hence z = .
cz + d
or cz2 + dz = az + b
or cz2 + (d – a)z – b = 0
(a − d ) ± (a − d )2 − 4(c)(−b)
then z =
2c
or
(a − d ) ± (a − d )2 + 4(bc)
z=
2c
The two values of z are the fixed points of the bilinear transformation.
Example 7
3z − 4
Find the fixed points of the bilinear transformation w =
3 −1
Solution
At the fixed points z = w.
3z − 4
Hence z =
3 −1
or
z2 – 4z + 4 = 0
or
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(z - 2)2 = 0
then z = 2 is the only fixed point or we say that fixed points 2, 2 coincide.
Example 8
z −1
Find the fixed points of the bilinear transformation w =
z +1
Solution
If the fixed points z = w
Hence
z −1
z=
z +1
or
z2 + 1 = 0 or z2 = i2
Hence z = ±i are the two distinct fixed points.
π
P ,−α
- π ,−α Q 2
x
2 o
u
0
π
−
π
,−α
S , −α
2 R 2
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x2 y2
or + =1 (3)
c 2 cosh 2 v c 2 sinh 2 v
If v = ±α a constant, then
x2 y2
+ = 1 which represent an ellipse.
c 2 cosh 2 α c 2 sinh 2 α
π
Also for − π < u < we have cos u is positive. For the line PQ, v = α and u varies
2 2
π
from − π to , x varies from c cos h α , to + c cos h α
2 2
Thus we conclude that the side PQ of the rectangle corresponds to upper half of the
ellipse in z plane.
The line RS
In the same way we conclude that the side RS of the rectangle corresponds to the lower
half of the ellipse (or y negative)
The line PS
π π
u= and v varies from - α to α so that from (2), v = 0 (cos = 0) and x varies from c
2 2
cos h α to c and then from c to c cos h λ according as v varies from - α to 0 and then
π
from 0 to α Hence the rectangle enclosed by u = ± , v = ± α in the w plane
2
corresponds to the ellipse in the w plane corresponds to the ellipse in z plane with two
slits.
Exercise 6
1. Define a mapping from z plane to w plane.
2. If the function is f(z) = z +I find the image of the point p, 4 + 5i on the w plane.
3. A point 3 + bi on the z plane is mapped on to the point (11, c) on the w plane by the
mapping function f(z) = 2z2 + 1. find the values of band c.
4. Define a bilinear Transformation.
5. Find a bilinear Transformation which maps z = 1, i, -1 respectively onto w = i, 0, -1.
6. Find a bilinear transformation which maps points z = 0, -i, -1 onto w = i, 1, 0
respectively
2z − 5
7. Find the invariant points of the transformation w = (Hint: the fixed points are
z+4
2z − 5
attained putting z = and solving).
z+4
8. Define cross ratio of any four points z1 , z2 , z3 , z 4 .
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Summary
You have learnt the following from this Lesson
i) The meaning of mapping or transformation of pints, curves and regions from z plane
to w plane under a function f(z).
1
ii) The mapping of elementary functions such as e z , ln z , sin az , polynomials, and
z
az + b
iii) Bilinear transformation w = and their properties.
cz + d
iv) Definition of a Cross Ration of four points on the z plane.
v) If z1 , z2 , z3 , z 4 are four points on the z plane and w1 , w2 , w3 , w4 are their images
az + b
respectively under a bilinear transformation w = then the cross ratio of
cz + d
z1 , z2 , z3 , z 4 = the cross Ratio of w1 , w2 , w3 , w4 .
vi) Determination of a bilinear transformation when three points on z plane and their
images on w plane are given.
Further Reading
1) Complex Variables and Applications
By R.V Churchill and others
Mc Graw-Hill, KOGAKUSHA Ltd
Tokyo Singapore
2) Theory and Problem of complex variables
By Murray R. Spiegel, Ph.D,
Sehaum’ out line series
Mc Graw – Hill Book Company Singapore
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Lesson 7
Complex Integration and Cauchy’s Theorem
7.1 Introduction
You have already studied the differentiation of the functions of a complex variables and
analytic function at a point on the z plane. In this Lesson you will study the integration of
functions of complex variables and Cauchy’s fundamental Theorem in integration of f(z)
over a simple closed curve when f(z) is analytic inside and on the closed curve.
∫ f (z )dz
b
7.3 Meaning of the complex integration,
a
zk
mk
zk - 1
a
let c be a curve of finite length and f(z) be continuous at all points on the curve c. let the
curve be subdivided into n parts by means of points z1 z2 zn-1 chosen arbitrarily .
Let us call the starting point a and the ending point b as z0 and zn respectively. Now the
curve c is subdivided into n arcs from z0 to zn. Consider any one arc joining zk-1 to zk. let
mk be a point on the arc zk-1 zk where k varies from 1 to n. let
Let s n = f (m1 )( z1 − a ) + f (m2 )( z 2 − z1 ) + ..... f (mn )(b − z n−1 )
n
= ∑ f (mk )( z k − z k −1 )
k −1
n
= ∑ f (mk )∆z k where ∆z k = z k − z k −1
k =1
Let the number of subdivision, n increases and let the largest of the chord length ∆z k
tends to zero. Let the sum sn approaches a limit l. We denote this limit l by
b
I = ∫ f ( z )dz
a
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I is called the line integral of f(z) along curve c or the definite integral of f(z) from a to b
along the curve c.
R
7.4 Conditions for the limit I exists or ∫ f ( z )dz exists
c
b
If f(z) is analytic at all points of a Region R and if the
curve c is lying in R then the limit I exists and f(z) is said to
be integrable along c. The famous French Mathematician,
Cauchy has discovered that I = 0 if the curve c is closed or a
c
a and b coincide.
7.5 All the formulae for integration of functions of real variables hold good for
integration of functions of complex variables.
For example
z n+1 dz
∫ z dz = n + 1 + c, ∫ z = ln z + c where n ≠ −1
n
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Example 1
Since we have
d
dx
( ) ( )
5 x 2 + e 2 x = 10 x + 2e 2 x we write ∫ 10 x + 2e 2 x dx = 5 x + e 2 x + c
7.9 If f(z) is analytic inside and on a the boundary c of a simply connected region
b
R, then ∫ f ( z )dz
a
is independent of the path in R joining the points a and b in
R.
p
C1
a b
Q C2
C
Proof
Let C be any simple closed curve enclosing the region R. Let a and b be two points in
R. Let apb and aQb be two paths connecting a and b.
By Cauchy’s Theorem
or ∫
apb
f ( z )dz + ∫ f ( z )dz = 0
bQa
or ∫
apb
f ( z )dz = −
bQa
∫ f ( z )dz
or
apb
∫ f ( z )dz = −
aQb
∫ f ( z )dz
Hence the value of the integrals in the two paths apb and aQb are the same.
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7.10 If f(z) is analytic in a region R bounced by two simple closed curves c1 and c2
and also on c1 and c2 then
C1 T
∫ f ( z )dz = ∫ f ( z )dz
c1 c2
C2
C2
V
P
Q M
S
Proof
Construct a cross – cut PQ. Consider the curve PQV SQPNMTP f(z) is analytic inside
the region R and on the curve PQVS QPNMTP.
By Cauchy’s Theorem we have
PQVSQPNMTP
∫ f ( z )dz = 0 ∫ f ( z )dz
c2
or ∫
PQ
f ( z )dz + ∫
QVSQ
f ( z )dz + ∫
QP
f ( z )dz + ∫
PNMTP
f ( z )dz = 0
or
QVSQ
∫ + ∫
PNMTP
=0
or −
QSVQ
∫ f ( z )dz = − ∫
PNMTP
f ( z )dz
or
QVSQ
∫ f ( z )dz = ∫
PNMTP
or ∫ f ( z )dz = ∫ f ( z)dz
c1 c2
7.11 The above result can be extended when there are more than one region
bounded by c1, c2, cn
C
R
C1 C2
C3
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If f(z) is analytic inside and on the curve c enclosing the region R and and c1, c2 .cn are
closed curves in R. Then ∫ f ( z )dz = ∫ + ∫ +...... ∫
C C1 C2 Cn
Theorem
c
Proof
R a.
R . r
Let c be any simple curve enclosing the Region R and a be any point inside c. Draw a
circle r of center a and radius c.
f ( z) f ( z)
Now ∫ dz = ∫ dz by Theorem.
c
z−a r
.z − a
Any point z on r is given by z = a + ∈ eiθ where varies from 0 to 2π and
dz =∈ e iθ idθ
f ( z)
2π f ( a + ∈ eiθ ) ε eiθ idθ
Hence ∫r z − a dz = ∫
0 ∈ eiθ
2π
(
= i ∫ f a + ∈ e i θ dθ )
0
f (z )
2π
or ∫ dz = i ∫ f (a + ∈ eiθ )dθ (2)
c
z−a 0
Taking the limit ∈→ 0 , on both sides we have
f (z )
2π
∫c z − a dz = lim i f (a + ∈ e iθ )dθ
∈→ 0 ∫
0
2π
= i ∫ f (a )dθ
0
2π
= if (a ) ∫ dθ
0
= 2πif (a)
1 f (z )
Hence f (a) = ∫
2πi c z − a
dz
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f (z )
The above theorem can be extended by considering ∫ (z − a )
c
2
within the curve c
1 f (z )
Thus f ' (a ) = ∫
2πi c ( z − a )2
dz
n! f (z )
Also f (n ) (a) = ∫ dz
2πi ( z − a )n +1
The theorems are also applicable for multiply connected Regions. We can prove this by
making a cut.
Example 2
dz
a) Evaluate ∫ z−a
c
where c is any simple closed curve c and a is inside c,
dz dz
Now ∫ z−a = ∫ z−a
c c1
By Cauchy’s Theorem for multiply – connected region.
On c1, z − a =∈ or z − a =∈ e iθ
Hence z = a + ∈ e iθ where 0 ≤ θ ≤ 2π and dz = i ∈ eiθ dθ
2π
dz i ∈ e iθ dθ
Then ∫ = ∫
c1
z − a θ =0 ∈ e iθ
2π
= i ∫ dθ = 2πi
a
dz
Hence ∫ z − a = 2πi
c
if c is any simple closed curve and a is inside c.
. a
1
b) If a is outside the curve then f ( z) =
is analytic inside and on the closed
z−a
dz
curve c and hence by Cauchy’s fundamental Theorem ∫ =0
c
z−a
(see this problem after the Residue Theorem)
Example 3
Evaluate ∫ zdz from z = 0 to z = 4 + 2i along the line joining z = 0 to z = 2i and the line
joining z = 2i to z = 4 + 2i.
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2i p
A 4 + 2i
0 4
Solution
∫ zdz = ∫ (x − iy )d (x + iy ) = ∫ (xdx + xidy − iydx + ydy )
c c c
= 2.
The line from z = 2i to z = 4 + 2i is the line AP on which y = 2 constant and x varies
from 0 to 4
Hence ∫ zdz = ∫ ( x − iy )d ( x + iy ) becomes ∫ ( x − iy )(dx + idy )
AP AP
= ∫ ( xdx + 0 − iydx + 0 )
4 4
= ∫ xdx − i ∫ 2dx
0 0
2 4
x 4
= − i 2x 0
2 0
= 8 − i8
∫ zdz = ∫ zdz + ∫ zdz
c OA AP
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= 2 + 8 − 8i
= 10 − 8i
Example 4
a) Integrate z2 along the straight line OM (direct) and also along the path OLM
consisting of two straight line segments OL and LM. O is the origin and M is the
point z = 3 + i.
b) Show that the integral of z2 along the two different paths are equal.
c) Is the result true for any function other than z2 for the two paths?
3+ i
z3
Let I1 = ∫ z dz =
2
OM 3 0
M
=
(3 + i )3 − 0 3+i
3
18 + 26i
=
3
0 L (3,0)
Let I 2 = ∫ z dz + ∫ z dz
2 2
OL LM
= ∫ x dx + ∫ (3 + iy ) idy
2 2
Note that z = x and y = 0 on LM and x = 3 and y = 3 + i
OL LM
and dx = 0 on LM
1
x3
3
( 3 + iy )3
hence I 2 = + i
3 x = 0 3 y = 0
=9+
1
(26i − 9)
3
18 + 26i
=
3
Thus I1 = I 2
d) The result will be true for any function f(z) other than z2 provided f(z) is analytic
in the region inside OLM and on OLMO.
Exercise
1) State Cauchy’s Integral Theorem.
2) State the converse of Cauchy’s Theorem.
3) Give an example of f(z) and the anti derivative of f(z).
4) If f(z) is analytic inside and on a closed contour c of a simply connected region R,
b
prove that ∫ f ( z )dz
a
is independent of the path in R joining the points a and b in R.
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5) If f(z) is analytic inside and on a closed curve C (as in the figure) show that
∫ f ( z )dz = ∫ f ( z )dz .
c c1
C
C1
M (1+i)
∫ (z ) ∫ (z )2
I2 = 2
+ 4iz dz + 2
+ 4iz dz L (1,0)
OL LM
show that I1 = I 2 0 1
∫e
−2 z
7) Show that dz is independent of the path C joining the points 1 − πi and 2 + 3πi
c
and determine its value.
8) Prove Cauchy – Goursat – Theorem for the multiply connected region R shown in the
figure shaded giving all the conditions. C
C1
C2 C3
4 − 3i
∫ (6 z )
+ 8iz dz has the same value along the following paths C joining the
2
9) Show that
3+ 4 i
points 3 + 4i and 4 – 3i along a straight line and also along the straight line 3 + 4i to
4 + 4i and then from 4 + 4i to 4 – 3i.
2πi
∫e
3z
10) Evaluate dz
πi
π π
2 2
π
∫ sin zdz = ∫ cos 2 zdz =
2
11) Show that
0 0
4
1 z−a
12) Show that ∫ 2
dz
z −a 2
= ln
1
+ c1 ln z + 3 z + 2 + c
2a z + a 3
3
( )
z +1
2
13) Evaluate ∫ 3 dz .
z + 3z + 2
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ii) Cauchy’s fundamental Theorem: If f(z) is analytic inside and on a simple closed
curve C then ∫ f ( z )dz = 0 .
c
iii) Converse of Cauchy’s Theorem (Morera’s Theorem).
iv) Three important Theorems derived from Cauchy’s Theorem.
v) Cauchy’s Integral Formula.
If f(z)is analytic inside and on the boundary of a simply connected region and a is any
1 f ( z)
2πi ∫c z − a
point inside c then f (a) = dz and its extensions.
Further reading
1. Complex variables and Applications
By R.V Churchill and others
Mc Graw – Hill, Kogakusha Ltd
Tokyo Singapore.
2. Complex variables
By Murray R. Spiegel, Ph.D
Schaum outline series.
Mc Graw – Hill Book Company
Singapore.
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Lesson 8
Laurent series and Singularities of Functions
8.1 Introduction
You have studied analytic functions in the previous Lessons. In this Lesson you will
study the series representation of analytic functions. You shall study mainly Laurent
series expansion in a ring shaped region between two concentric circles.
r1
a
.
Z0 C1
r2
C2
x
0
Let c1 and c2 be two concentric circles of radii r1 and r2 respectively and cetre at a.
suppose that a function f(z) is single valued and analytic on c1 and c2 and in the ring
shaped region between c1 and c2 shown in the figure. If z0 is any point in R, then we have
∞ ∞
bn
f ( z ) = ∑ an ( z − z0 ) + ∑
n
(1)
( z − z0 )
n
n =0 n =1
1 f ( z)
2π i c∫1 ( z − z0 ) n +1
where an = n = 0, 1, 2 ….
1 f ( z)
bn =
2π ∫ (z − z )
c2
− n +1
n=1, 2 …..
0
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∞ n
n =0
1 f ( z)
where an = ∫
2πi c1 ( z − z0 )n+1
n=0, 1, 2, …..
ii) Poles
Consider a point z0 on the z plane at which f(z) becomes infinite. If we can find a
positive integer n such that lim ( z − z 0 ) f ( z ) = c ≠ 0 . Then the point z0 is called a pole
n
z → z0
of order n
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Example 1
2z 2z
f ( z) = has a pole of order 1. Here becomes ∞ at z = 3, but
z −3 z −3
lim ( z − 3)
2z
= 6 which is not zero
z →3 z −3
2z
Hence f ( z ) = has a pole of order one.
z −3
Example 2
2z + 4
has
(z − 2) (z − 1)4 (z + 4)
3 a pole of order 3 at z = 2
a pole of order 4 at z = 1 and
a pole of order one at z = -4.
A pole of order one is called a simple pole.
Branch points
For a multiple valued function all the Branch points are called singular points.
1
Examples: f ( z ) = z 2 has a branch point at z = 0
f ( z ) = ( z − 5)2 has a branch point at z = 5
1
Examples
Consider
sin z 0
f ( z) = . z = 0 is not an ordinary point of f(z) since it takes the form . But
z 0
sin z
lim = 1 by L Hospital Rule.
z →0 z
sin z
Hence z = 0 is a removable singularity for f ( z ) =
z
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Example 4
1
f ( z ) = 3− z has an essential singularity at z = 3.
e
Suppose f(z) becomes infinity but we cannot find any positive integral n such that
lim ( z − z 0 ) f ( z ) = R ≠ 0 then z = z0 is an essential singularity.
n
z → z0
v) Singularities at Infinity
1
A function f(z) may not have any pole at z = z0, but f ( ) may have poles. Such poles
z
are called singularities at infinity.
Example 5
1
1
Consider f ( z ) = z . f(z) has actually no poles but f ( ) = z 4 has a pole at z = 0. Hence
4
z
f(z) has a pole of order 4 at z = ∞
Example 6
e3 z
Consider the function f ( z ) =
(z − 2)3
a) state the singularity of f(z).
b) what is the kind of the singularity of f(z).
c) expand f(z) in a Laurent series.
d) state the region of convergence of the series.
Solution
b) lim
( z − 2) e 3z
3
= e 6 z which is not equal to zero Then z = 2 is a pole of order
z →2 (z − 3)3
3.
e3 z
Let f ( z ) = and let z 2 = u so that z = u + 2.
(z − 2 )3
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e3 z e 3(u + 2 )
Then =
(z − 2)3 u 3
e 6+ 3u
= 3
u
e 6 .e 3u
=
u3
e 6 3u (3u ) (3u )3 + (3u )4 + ....
2
= 3 1 + + +
u 1! 2! 3! 4!
e 6 3e 6 9e 6 27e 6 81u
= + + + + + ....
u 3 u 2 u.2! 3! 4!
e6 3e 6 9e 6 27e 6 81u
= + + + + + ......
(z − 2 )3 (z − 2 )2 2!(z − 2 ) 3! 4!
Example 7
z − sin z
Consider the function f ( z ) =
z3
a) state the singularity of f(z).
b) what is the kind of singularity of f(z).
c) find the Laurent series of f(z).
d) what is the region of convergence of f(z)?.
Solution
z − sin z
Let f ( z ) =
z3
a) z = 0 is a singularity since at z = 0 the function is not defined and hence not
analytic.
z − sin z 1 − cos z 1 + sin z 1
b) lim 2
= lim = lim = (By L’ Hospital Rule the limit
z →0 z z → 0 2z z → 0 2 2
exists). Hence z = 0 is a removable singularity.
c) Let z = 0
z − sin z 1 z 3 z5 z 7
2
= 2
z −
z − + − + .....
z z 3! 5! 7!
1 z3 z5 z7
= 2 − + − .....
z 3! 5! 7!
z z3 z5
= − + + ........
3! 5! 7!
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d) The series converges for all values of z i.e. the series converges on the whole
of z plane.
Example 8
Consider the function f ( z ) = ( z − 4 ) sin
1
z+2
a) state the singularity of f(z)
b) what is the kind of singularity of f(z).
c) expand f(z) in a Laurent series.
d) state the region of convergence of the series.
Solution
a) Let f ( z ) = ( z − 4 ) sin
1
when z = - 2 f(z) is not defined and hence it is not
z+2
analytic. Hence z = -2 is a singularity of f(z).
b) z = -2 is neither a pole nor Branch point. It is an essential singularity.
c) Let z + 2 = u so that z = u 2
Then ( z − 4 ) sin = (u − 6) sin
1 1
z+2 u
1
= (u − 6) −
1 1
+ + ......
u 3!u
3 5
5!u
1 1 6 6 6
= 1− 2
+ 4
+ ..... − + 3
− + .....
3!u 5!u u 3!u 5!u 5
6 1 6 1 6
= 1− − 2
+ 3
+ 4
− + ....
u 3!u 3!u 5!u 5!u 5
6 1 6 1 6
= 1− − + + −
z + 2 3!( z + 2) 3!( z + 2) 5!( z + 2 ) 5!( z + 2)
2 3 4 5
Example 9
3
Expand f ( z ) = in a Laurent Series at z = 3.
z ( z − 3)
2 2
Solution
We can expand f(z) using Binomial theorem.
3
f ( z) = 2
z ( z − 3)
2
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3 3
f ( z) = =
z 2 ( z − 3)
2
( )
(u + 3)2 u 2
3
= 2
u 2
31 + 3 u
−2
u
31 +
=
3
9u 2
1 u (− 2 )(− 3) u (− 2)(− 3)(− 4) u
2 3
= 2 1 + (− 2 ) + + + .....
3u 3 2! 3 3! 3
1 2 1 4
= 2 − + − u + ....
3u 9u 9 81
+ − ( z − 3) − .....
1 2 1 4
f ( z) = −
3( z − 3)
2
9( z − 3) 9 81
This series converges for all values of z such that 0 < z − 3 < 3.
Example 10
1
Expand f ( z ) = is a Laurent series valid for 0 < z + 1 < 2.
(z + 3)(z + 1)
Solution
1
Let f ( z ) = (1)
(z + 3)(z + 1)
Let (z + 1) = u then
1 1
f ( z) = =
u (u + 2 ) u
2u 1 +
2
1 u u 2 u3
= 1 − + − + .... (2)
2u 2 4 8
− + ( z + 1) − ( z + 1) + ...
1 1 1 1
=
2
2( z + 1) 4 8 16
u z +1
The expansion of Binomial theorem is valid when < 1 or < 1 or z + 1 < 2 or
2 2
z + 1 < 2.
Example 11
1
Expand f ( z ) =
(z + 1)(z + 3)
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Solution
1
Let f ( z ) =
(z + 1)(z + 3)
1 1 1 1
=
− Resolving into partial fraction
2 z + 1 2 ( z + 3)
1 1 1 1 1 1 1 1 1
= 1 − + 2 − 3 = − 2 + 3 − 4 + .... (2)
2( z + 1) 2 z z z z 2z 2z 2z 2z
1 1 z z2 z3
= 1 − + − + .... (3)
2( z + 3) 6 3 9 27
1 z
The two expansions are valid if < 1 and 1 + < 1 or if z > 1 and z < 3 or
z 3
1 < z < 3. The required Laurent series is the sum of the series in (2) and (3). Hence
1 1 1 1 1 1 z z2 z3
f ( z) = = .... − 4 + 3 − 2 + − + − + ........
(z + 1)(z + 3) 2z 2z 2z 2 z 6 18 54 162
Exercise 8
1) State Laurent Series for a function f(z).
2) Derive Taylor’s series from Laurent series.
3) Define singularity of a function f(z).
4) Give one example for each of the following
i) Isolated singularity
ii) Poles
iii) Branch point
iv) Removable singularity
v) Essential singularity
vi) Singularity at infinity.
1
5) Expand f ( z ) = in a Laurent series valid for i) z < 3 and ii) z > 3.
z −3
1
6) Expand f ( z ) = in a Laurent series valid for a) 0 < z < 2 b) z > 2.
z (z − 2)
z
7) Find the singularities of the functions z and classify the singularity.
e −1
z
8) a) Expand f ( z ) = z − 2 in a Laurent series about z = 2 and determine the region
e
of convergence of this series .
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Further Reading
1. Complex Variables and Applications
By R.V Churchill and others
Mc Graw – Hill, KOGAKUSHA Ltd
Tokyo Singapore.
2. Complex Variables
By Murray R. Spiegel, Ph.D
Schaum outline series.
Mc Graw – Hill Book Company
Singapore.
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Lesson 9
Poles and Residues of a Function
9.1 Introduction
You have studied Cauchy’s fundamental theorem which states that if a function is
analytic every where inside and on a simple closed contour (curve) c, then the integral of
a function around that contour is zero. If however the functions fails to be analytic at a
finite number of points inside C those points may be called poles of the function. Each
of these points contributes to the value of the integral. These contributions are called the
Residues of the function. You will learn, in this Lesson to determine the poles and the
residues at the poles of a function of complex variables.
Suppose lim( z − a ) f ( z ) = A which is not zero. Then z = a is called a pole of order one
z →a
of f(z).
Similarly if lim( z − a ) f ( z ) = A, ≠ 0 then z = a is called a pole of order m of f(z).
m
z →a
Example 1
z3
Find the poles of and state the order of each pole.
( z − 1)( z + 3) 2 ( z − 8)5
Solution
At the pole f(z) becomes infinite. If ( z − 1)( z + 3) 2 ( z − 8)5 = 0 , f(z) becomes infinite.
Hence z = 1 is pole of order 1
z = -3 is pole of order 2
z = 8 is pole of order 5
Generally to find the pole of f(z) put the denominator of f(z) to zero and solve for z.
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Example 2
e iz
Determine the poles of 2 2
z ( z + 2 z + 2)
Solution
eiz
Let f ( z ) 2 2
z ( z + 2 z + 2)
−2+ 4−8
Solving z 2 + 2 z + 2 = 0 we get z = or z = -1 + i and – 1 – i both of them
2
are simple poles.
Example 3
2z 2 + 5
Find the poles of 4
z + 16
Solution
The poles of f(z) are obtained by solving the equation z4 + 16 = 0
or z4 = -16
or z4 = 16 (-1)
Hence z = 2(−1) 4
π π 1 i
If n = 0, z = 2 cos + i sin = 2 +
4 4 2 2
3π 3π 1 i
If n = 1, z = 2 + i sin = 2 − +
4 4 2 2
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5π 5π 1 i
If n = 2, z = 2 + i sin = 2 − −
4 4 2 2
7π 7π 1 i
If n = 3, z = 2 + i sin = 2 −
4 4 2 2
2z 2 + 5
Thus the poles of 4 are given by z = 2 ± i , 2 ±i
z + 16
9.5 Residue of f(z) at its pole
Let f(z) be single valued and analytic inside and on a circle c whose center is a f(z) is not
analytic at the point z = a (center of the circle)
Z=a
1 f ( z)
where an = ∫
2πi ( z − a ) n +1
dz n = 0, ± 1, ± 2, ……….. (2)
R = lim
1 d
z → a 1! dz
[
( z − a) 2 f ( z ) ]
iii). If z = a is a pole of order n then
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R = lim
1 d n −1
z →a ( n − 1)! dz n −1
[
( z − a) n f ( z) ]
The following examples illustrate the method of finding the Residues of f(z) at its poles.
Example 4
z 3 + 5z + 1
Let f ( x) =
z−2
a) Determine the pole of f(z)
b) Calculate the residue of f(z) at its pole.
Solution
a) The pole f(z) is obtained by solving the denominator z – 2 = 0
Hence z = 2 is a simple pole of f(z)
( z 3 + 5 z + 1)
= lim( z − 2)
z →2 z−2
= lim ( z 3 + 5 z + 1)
z →2
= 8 + 10 + 1
= 19
Example 5
z 2 − 7 z + 10
Let f ( z ) =
( z − 3) 2
Determine the pole of f(z). Calculate the residue of f(z) at its poles.
Solution
a) The pole of f(z) is obtained by equating f(z) = or by solving the denominator
(z – 3)2 = 0
(z – 3)2 = 0 gives z = 3, 3 Hence z = 3 is a pole of order 2.
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1 d 2 ( z − 7 z + 10)
2
R = lim ( z − 3)
z →3 ( 2 − 1)! dz ( z − 3) 2
d 2
= lim ( z − 7 z + 10)
z →3 dz
= lim(2 z − 7)
z →3
R =-1
Exercise 9
1. Define the pole of a function f(z)
φ ( z)
2. State the formula for finding the pole of f(z) =
g ( z)
3. Let z = a be a simple pole for f(z) state the formula for finding the Residue of f(z) at
the pole z = a.
4. Let z =a be a pole of order 4 for the function f(z). Write down the formula for finding
the Residue of f(z) at z = a.
For each of the following functions determine the pole and the Residues at the poles
(5 to 10).
2z +1 ( z + 1) 2
5. 6.
z −z−2
2
( z − 1) 2
7.
1 3z 3 + 2
8.
z +1
4
( z − 1)( z 2 + 9)
1 1
9. 10.
z ( z + 4)
2
z + 81
4
1
11. a). Find the 6 poles of the function
z +1
6
1
12. a). Find the three poles of f ( z ) =
z −1
3
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φ ( z)
2. Method of finding the poles of f(z) = : i.e. we put g(z) = 0 and solve; the values
g ( z)
of z are poles of the function.
Further Reading
1) Complex Variables and Applications
By R.V Churchill and others
Mc Graw-Hill, KOGAKUSHA Ltd
Tokyo Singapore
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LESSON 10
Residue Theorem and its Applications to Integration
10.1 Introduction
You have already studied Cauchy’s fundamental Theorem when a function is analytic
inside and on a simple closed contour C then the integral of the function along the curve
is zero. What will be the value of the integral if the function has some finite number of
poles inside the closed curve? In this Lesson we shall find the answer which is called the
Residue Theorem.
zi Ci . z1 .z 2
.z n
If f(z) is analytic inside and on a closed curve C except at a finite number of poles a1, a2
……an inside C at which the residues are R1, R2…Rn respectively, then
∫ f ( z )dz = 2πi( R
c
1 + R2 + ...Rn )
= 2πi ∑ Residues
Proof
Let zi be one pole inside C. Draw a small circle Ci such that C1 is inside C and no other
poles inside the circle Ci.
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Example 1
2z + 3
Evaluate ∫
c
z −1
dz around the circle |z| = 3
Solution
2z + 3
The integrand has a pole at z = 1. (put the denominator = 0 and solve for z).
z −1
y
0 1 2 3 x
|z| = 3
This pole z = 1 + 0i is inside the circle with center origin and radius 3 units. The Residue
at z = 1 is given by
( z − 1)(2 z + 3)
lim( z − 1) f ( z ) = lim
z →1 z →1 z −1
= lim ( 2 z + 3) = 5
z →1
There is only one pole and one Residue = 5. Hence by Residue Theorem,
(2 z + 3)
∫c z − 1 dz = 2πi (sum of residues) where C is | z | = 3
= 2πi (5)
= 10πi
Example 2
ez
Evaluate ∫ dz
c
( z − 2)( z − 4)
when
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Solution
ez
i). The integrand has two simple poles at z = 2 and z = 4 inside |z| = 5
( z − 2)( z − 4)
(since the denominator (z – 2) (z – 4) = 0 gives z = 2 and z = 4).
0 5
2 4
Residue at z = 2 is
( z − 2)e z ez
lim = lim
z → 2 ( z − 2)( z − 4) z → 2 ( z − 4)
e2 e2
= =
2−4 −2
Residue at z = 4 is
( z − 4)e z ez e4
lim = lim =
z → 4 ( z − 2)( z − 4) z→4 z − 2 2
e2 e4 e 4 − e 2
Sum of Residues = + =
2 2 2
ez
Hence ∫ dz = 2 i (sum of residues)
c
( z − 2)( z − 4)
(e 4 − e 2 )
= 2πi
2
(if c is |z| = 5) = i (e4 – e2)
ii). If |z| = 3, i.e. c is the circle with center origin and radius 3 units
0 2 3 4
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there is only one pole z = 2 inside |z| = 3 and the corresponding Residue at z = 2 is
e2
.
−2
e z dz 2πie 2
Hence ∫ = = −πie 2 if c is |z| = 3
c
( z − 2)( z − 4) −2
iii). If |z| = 1 or c is the circle with center origin and radius 1 unit,
0
1 2 4
there is no pole inside the circle |z| = 1. Since both the poles z =2 and z =4 are
outside the circle.
convergent.
ii). Definite integrals of the Trigonometric functions of the type ∫ f (sin θ , cosθ )dθ
iii). Integration round a branch point.
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Some of the integrals of the above type can be evaluated without the help of complex
integration, but the harder type of such integrals can be evaluated using Cauchy’s
Residue Theorem. We consider the curve C, in this case, as a semi-circle with center
origin and radius R units and finally we take the limit R
-R 0 R
Theorem 1
If f(z) is analytic then it is bounded. Hence | f(z) | M where M is an upper bound of
| f(z) |
Theorem 2
If f(z) is analytic A
∫ f ( z )dz ≤ ML
B
then
c
where M is the upper bound of f(z) on the curve c and L is the length of the curve c from
A to B.
y
Theorem 3
M
If f ( z )dz ≤ then
Rk
-R 0 R
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lim ∫ f ( z ) = 0 if k > 1
R →∞
Γ
where is a semi circular arc whose center is origin and radius R units.
Proof
2πR
The length of the arc = = πR
2
M
Hence ∫ f ( z)dz ≤ R
Γ
k
.πR
Mπ
≤
R k −1
if k – 1 > 0 or k > 1 then M is finite and R k −1 → ∞
Mπ
→0
Hence
R k −1 and it cannot be negative.
Then ∫ f ( z)dz = 0
Γ
The following examples illustrate the evaluation of the improper integrals of real
variables.
Example 3
∞
dx
Evaluate ∫x
−∞
2
+1
Solution
i). We consider the integral
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dz
∫c z 2 + 1 and
ii). The curve c is a semicircle with center at origin and Radius R (where R )
c
-R 0 R
-i
1
iii). The poles of f ( z ) = are obtained by solving z2 + 1 = 0 or z2 = -1. Hence
z +1 2
z = − 1 = ±i are the two simple poles inside the circle |z| = R within the semicircle
there is only one pole at z = i, the other being outside the semi-circle.
1 ( z − i) ( z − i) 1
The residue at z =i for f ( z ) = is given by lim 2 = lim =
z +12 z →i z + 1 z →i ( z + i )( z − i ) 2i
Now ∫ f ( z )dz = ∫ f ( z)dz + ∫ f ( z )dz = 2πiR
c AB Γ
1 where AB is on the x axis and is
R
1
Hence ∫ f ( z )dz = ∫ f ( x)dx + ∫ z
c −R c
2
+1
dz
π
R e iθ idθ
R
1
= ∫ 2 dx + ∫
−R
x +1 θ =0 R e
iθ 2
+1 ( )
∞
1
= ∫ x 2 + 1dx + 0 when R
−∞
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∞
1
∫ f ( z)dz = ∫ x
C −∞
2
+1
dx = 2πi (sum of Residues)
∞
dx 1
or ∫−∞ x + 1 = 2πi
2 =π
2i
1
Since the integrand is even function
x +12
∞
dx
2∫ =π
0
x +1
2
∞
dx π
or ∫x 0
2
= .
+1 2
Example 4
∞
dx π
Prove that ∫x
0
4
=
+1 2 2
Solution
dz
Consider ∫c z 4 + 1 where c is the closed contour, consisting
-R 0 R
of the x axis from – R to R and the semi circle traversed in the
anticlockwise direction.
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πi
− 4
πi z e
Residue at z = e = limπi
4
z 4
+ 1
z →e 4
1
= limπi 3 using L’ Hospital Rule
z →e 4
4z
−3πi
1
= e 4
4
3πi 3πi
z − e 4
Residue at z = e 4
= lim3πi
z +1
4
z →e 4
1
= lim3πi 3 using L’ Hospital Rule
z →e 4
4z
−9πi
1
= e 4
4
dz 1 −34πi 1 −94πi
Thus ∫ 4 = 2πi e + e
c
z +1 4 4
πi 3π 3π 9π 9π
= cos − i sin + cos + i sin
2 4 4 4 4
πi
= [cos135 − i sin 135 + cos 405 + i sin 405]
2
πi 1 1 1 i
= − −i + −
2 2 2 2 2
πi − 2i
=
2 2
π
=
2
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The evaluation of such integrals as (1) can be reduced to the calculation of a rational
function of z along the Unit Circle |z| = 1.
Since rational functions have no singularities other than poles, the Residue theorem
provides a simple means for evaluating integrals of the form (1).
Thus we have
1
z +
cos θ = z
2
1
z −
sin θ = z
2 i
dz
d θ =
iz
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in (1) we have
2π
The method of evaluating the integrals of the type (1) is illustrate in the following
examples.
Example 5
Use residue theorem to how that
dθ 2π
∫ 5 + 4 sin θ = 3
Solution
We put
z = cos θ + i sin θ = eiθ
z −1 = cosθ − i sin θ = e −iθ and take the contour |z| = 1
dz
dz = ie iθ dθ or dθ =
iz
2π
dθ dz
∫ 5 + 4 sin θ = ∫ 1
0 c iz 5 + 4( z − z −1 ).
2i
2idz
=∫
c
iz (10i + 4 z − 4 z −1 )
2dz
=∫
c
4 z 2 + 10iz − 4
2
The poles of = ∫ 4z
c
2
+ 10iz − 4
are obtained by solving 4 z + 10iz − 4 = 0 and are
2
given by
− 10i ± − 100 + 64
z=
8
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− 10i ± − 36
=
8
− 10i ± 6i − 5i ± 3i
= =
8 4
i
= − and - 2i
2
i
only − lies inside the unit circle |z| = 1
2
y
i
2
0 x
i
−
2
i
z + .2
is lim 2
i 2
Residue at z = −
z → 4 z + 10iz − 4
2 − i
2
2
= lim Using L’ Hospital Rule
z →−
i (8 z + 10i )
2
2 2 1
= = =
i − 4i + 10i 3i
8 − + 10i
2
2π
dθ 2dz
Thus ∫ 5 + 4 sin θ = ∫ 4 z = 2πi ∑ R
0 c
2
+ 10iz − 4
1
= 2πi
3i
2π
=
3
10.8 Integration round a Branch point
We have already studied the definition of the branch points and we now consider an
example involving Branch points and Branch cuts. We shall evaluate the improper real
integral,
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∞
x p −1
∫0 1 + x dx (1)
z p−1
To evaluate the integral (1) we consider ∫ 1 + z dz since z = 0 is a branch point, we can
choose c as the contour where the positive x axis is the branch line PQ and RS coincident
with x axis but shown separated
V P
Q
N R
S
z p −1 πi
The integrand dz has a simple pole at z = −1 = cos πi + i sin πi = e
1+ z
Residue R at z = -1 is given by
( z + 1) z p −1
R = limπi
z →e z +1
( )
= eπi
p −1
z p −1
Then ∫ = 2πi (sum of Residues)
c
1 + z
( )
= 2πi eπi
p −1
z p −1
or ∫ dz = ∫ + ∫ + ∫ + ∫ (3)
c
1 + z PQ QMNTR RS SVP
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Any point z, on the circle QMNTR is given by z = R eiθ where R is the radius of the
outer circle.
Any point on RS is given by z = x + iy = x and the points on the circle SVP is given by
z =∈ e iθ where ∈ is the radius of the inner circle.
Hence (3) becomes
z p −1 x p −1
R 2π
(R e )iθ p −1
R e iθ idθ
∈
(
xe 2πi)p −1 0
(
∈ e iθ)p −1
∈ eiθ idθ
∫c 1 + z dz =∫∈ 1 + x dx + ∫
0
1 + R e iθ
+∫
R
1 + xe 2πi
dx + ∫
2π
1+ ∈ e iθ
dθ
Taking the limit ∈→ 0 and R → ∞ we have the second and the fourth integral tend to
zero.
Hence using Residue Theorem;
∞ p −1)
z p −1 x p −1 e 2πi (
0
∞ ∞ p −1)
x p −1 e 2πi ( x p −1
or ∫ dx − ∫ dx = 2πe( p −1)πi
0 1+ x 0 1+ x
∞ ∞
x p −1 2 πi ( p −1) x p −1
or ∫ dx − e ∫ dx = 2πe ( p −1)πi
0
1+ x 0
1+ x
∞
x p −1
∫0 1 + x dx 1 − e = 2π e( p −1)π i
2π i ( p −1)
or
∞
x p −1 2πi e ( p −1)πi
or ∫0 1 + xdx = 1 - e 2πi( p−1)
Dividing the Numerator and denominator of the Right Hand side by e ( p −1)πi we have
∞ p −1
x dx 2π i
∫0 1 + x = e− ( p −1)π i − e( p −1)π i
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2πi
=
e .e − e pπi .e −πi
− pπi πi
2πi
=
e (−1) − e pπi (−1)
− pπi
2πi
=
e − e − pπi
pπi
2πi
=
2i sin pπ
π
=
sin pπ
Summary
∫ f ( x)dx
−∞
Exercise 10
1. State the Residue Theorem
z+2
2. a). Find the poles of f ( z ) =
( z − 1)( z − 3)
b). Determine the Residues of f(z) at its poles.
c). What is the sum of the Residues of f(z)?
z+2
d). Evaluate ∫ dz where c is the circle |z| = 4
c
( z − 1)( z − 3)
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∞
dx
6. Evaluate ∫ (x
0
2
+ 1)( x 2 + 4) 2
∞
dx
7. Evaluate ∫x
0
6
+1
∞
x 2 dx 7π
8. Show that ∫−∞ ( x 2 + 1) 2 ( x 2 + 2 x + 2) = 50
(Hint: The two poles are z = i of orders 2 and z = -1 + i of order I. The respective
9i − 12 3 − 4i
residues are and ).
100 25
dx π
9. Show that ∫ (1 + x 2 2
)
=
4
dx 3π
10. Show that ∫ (1 + x 2 3
)
=
8
∞
x6 3 2
11. Show that ∫ 4 = π
0
(x + 1) 2
16
∞
dx π
12. Show that ∫x
0
3
=
+1 3
2π
dθ 2 dz
13. a). Show that Ι = ∫ 13 + 5 cosθ
0
is reduced to Ι = ∫
i c 5 z + 26 z + 5
2
(where c is the
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2π
dθ
b). Hence evaluate ∫ 13 + 5 cosθ
0
2π
dθ
14. Evaluate ∫ 13 + 12 cosθ
0
2 dz
(Hint: Put z = e iθ , the integral becomes Ι = ∫
i 12 z + 26 z + 12
2
)
2π
dθ π
15. Show that ∫ 5 + 3 sin θ
0
=
2
2π
dθ
16. Evaluate ∫ 13 + 5 sin θ
0
dθ 2π
17. Prove that ∫ a + b cosθ =
a2 − b2
dθ 2π
18. Prove that ∫ a + b sin θ =
a2 − b2
, a >b.
x p−1 π
19. Show that ∫ dx = , 0 < p < 1.
1+ x sin pπ
∞
ln( x 2 + 1)
20. Show that ∫0 x 2 + 1 π ln 2
(Hint: Take the contour as the semi circle with center origin and radius R → ∞ . The
πi
ln 2i πi
pole is z = i and the residue is = ln 2 + ln i = ln 2 + ln e 2 = ln 2 + ).
(2i ) 2
2π
cos 3θ π
21. Prove that ∫ 5 − 4 cosθ dθ = 2
0
e i 3θ + e −i 3θ z 3 + z −3
(Hint: Put z = e iθ , cos 3θ = = and I z d ).
2 2
E
∞
sin x π R
22. Show that
0
x ∫dx =
2
B
(Hint: Consider the contour FABCDEF
A C
-R D R
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−∈ ix R
e e iz e ix e iz
∫x
−R
dx + ∫ z
ABC
dz + ∫x
∈
dx + ∫ z dz = 0
DEF
∞
1
23. Show that
0
∫x (1 + x)
dx = π
1
(Hint: Take p = in 10.8)
2
−3
∞ 4
x
24. Show that ∫ (1 + x) dx =
0
2π
Further Reading
1) Complex Variables and Applications
By R.V Churchill and others
Mc Graw-Hill, KOGAKUSHA Ltd
Tokyo Singapore
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Exercise one
1. -i, , i, -1, i 2. 4 + 3i 3. 9 4. 12 – i2 = 2
5. x2 + 4y2 6. -i 2 + 3i 4 + 7i
7. 13 8. 5
9. - 5 +12i 10. -33 – 56i 11. 5 12. 1
13. 3150 14. 600 15. 3000 16. 8 + 10i
17. 21 + 28i 18. -14i 19. -1 + 34i 20. -3 + 102i
Exercise 2
− 3 i 1
− 26 (cos 300 + i sin 300) = 32 − i 3
2 2 2
2 cis 0, 2 cis 315, 2 cis 60, 2 cis 120, 2 cis 180, 2 cis 240, 2 cis 300
6 6 6 6 6 6
2 cis 40, 2 cis 100, 2 cis 160, 2 cis 220, 2 cis 280, 2 cis 340
3 2i, -3 + 2i
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1 3 1 1
1 + 2i , − 3 + 1 + i ,
- − 3+ 3 − 1 i
2 2 2 2
− 1 ± 7i
5
1, 1, 2, −1 ± i
−1 ± i 3 −1 ± 3
,
2 2
2 + 2i, 2 – 2i
Exercise 3
-12 + 6i
2
(1 + i )
2
−1 ± i k , k = 0, 1, 2 …
± 2, ± 2i
Exercise 4
v( x, y ) = x 2 − y 2 + 2 y
v = e x ( x sin y + y cos y ) + c
∂u ∂v ∂u ∂v
=− z3 + 3z2 + c
∂x ∂x ∂y ∂y
(1 − 2i )(sin z + z 2 ) + c
−x
v = tan −1 + c
y
Exercise 5
e z = e x (cos y + i sin y )
1 1
πi + kπi where k = 0, ± 1, ± 2 …………
8 2
ln 2 + (2n + 1) i, n = 0, , ± 1, ± 2
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2kπi eiz + e − iz
z= cos z =
3 2
e iz − e −iz sin z
si z = ; tan z = etc
2i cos z
real part: cos x cos hy, Imaginary part: - sin x sin hy
7 and 26
Exercise 6
1. See the book 2. Image is (8,8)
3. b= 2, c = 24 4. See the book
i (1 − z ) i ( z + 1)
5. w = 6. w =
1+ z z −1
7. z = −1± 2i 8. See the book
9. u = 1, 3, v = -1 - 2 10. θ becomes 2 θ , the upper half of w
plane
2 z − 2 − 2i (1 − i)( z − i )
11. w = 12. w =
(i − 1) z − 3 − 5i 2( z − 1)
Exercise 7
See the text
f ( z ) = z 2 , antiderivative = ∫ z 2 dz = 2 z
I, I 2 = −
1
(5 + 4i )
3
4
(
1 2
e +1 ) 1
4
(
ln z 3 + 3 z 2 + 2 )
Exercise 8
1 – 4 see text
1 1 x2 7 15
− − z − − x 3 − x 4 + ...
3 9 27 8 16
and z −1 + 3z −2 + 9 z −3 + 27 z −4 + ...
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2 2 ( z − 2 ) −2 2 3 ( z − 2 ) −3
e 1 + 2( z − 2 ) +
−1
+ ...
2! 3!
z −2 > 0, z = 2 essential singularity.
Exercise 9
See the text 2). Put g(z) = 0 and solve for z
3). R = lim ( z − a) f ( z )
z →a
4). R = lim
1 d3
z → a 3! dz 3
[
( z − a) 4 f ( z ) ] 5). z = - 1, z = 2,
1
R1 = ,
3
R2 =
5
3
− 14 7±i
9). Poles are – 1 and ± 2 . Residues are ,
25 25
1 1
10). Poles are: z = 1, z = -1 Residues and − respectively.
4 4
πi 3πi 5πi 7 πi 9 πi 11πi
11). (a). e 6 , e6, e6, e 6
, e 6
, e 6
Exercise 10
1. See the book
2. a)Poles are z = 1 and z = 3.
3
b). Residue at z = 1 is
−2
5
c). Residue at z = 3 is
2
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5πi 7πi
z3 = 2e 4
, z4 = 2e 4
1 π
Sum of Residues at z1 and z 2 = 2i sin
32 4
∞
1 − 2i 2π
∫z 4
+ 16
dz = 2πi =
−∞ 32 16
5π π
6. 7.
288 3
π 2π π
13 b). 14. 16.
6 5 6
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